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Semlor—yeasted buns filled with almond paste and topped with whipped cream—are a classic Swedish pastry. Also called fastlagsbullar or fettisbullar, semlor were traditionally eaten on Fat Tuesday as a last chance for a little culinary indulgence before Lent.

Take this as proof of the pastry’s decadence: On the evening of Fat Tuesday in 1771, King Adolf Fredrik enjoyed a banquet of lobster and Champagne, and rounded things off with 14 hetvägg (semlor in bowls of warm milk). He died that night of indigestion.

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Nowadays, this iconic Swedish pastry is served from the early days of January onwards and you'll find them in every bakery window and on every café menu in the months and days leading up to Fat Tuesday.

Eating semlor is an old tradition, with the first documentation of this style of pastry dating all the way back to 1250, when it was featured in a painting. In the early days, semla did not include whipped cream or almond paste, but was simply a bun served in a bowl of hot milk (the hetvägg King Fredrik consumed). Some still enjoy their semla in this way, as it makes the bun a little soggy.

Today, semla baking goes into full force in the early winter months, with Swedish bakeries trying to outdo each other. Every year, Swedes consume a total of over 45 million semlor and new twists are invented every year, like the semla wrap.

Lemon zest isn’t a traditional addition, but I find that in the middle of winter, a little taste of Meyer lemon gives these an extra little kick. I also like to make these with white whole wheat flour, but if you prefer, you can bake them with all-purpose flour (use 3 1/2 cups).